+483.3%
LLY vs TER
+71.7%
+411.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.4% | +6.6% | +1.6% |
| 7D | +6.7% | +14.4% | -7.6% | +5.8% |
| 30D | +19.6% | -30.6% | +50.1% | +21.7% |
| 3M | +19.7% | -39.2% | +58.9% | +22.4% |
| 6M | +42.7% | -31.3% | +74.0% | +42.5% |
| YTD | +35.1% | +29.1% | +6.1% | +24.8% |
| 1Y | +42.2% | +47.4% | -5.2% | +29.1% |
| 3Y | +140.8% | +191.2% | -50.4% | +95.6% |
| All | +483.3% | +71.7% | +411.6% | +391.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TER wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling